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PAYG.TO vs. TLF.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PAYG.TO vs. TLF.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Brompton Global Equity HighPay ETF (PAYG.TO) and Brompton Tech Leaders Income ETF (TLF.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


PAYG.TO

1D
-0.97%
1M
-1.34%
6M
YTD
1Y
3Y*
5Y*
10Y*

TLF.TO

1D
-1.10%
1M
-5.97%
6M
18.82%
YTD
21.68%
1Y
32.76%
3Y*
23.48%
5Y*
16.03%
10Y*
21.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PAYG.TO vs. TLF.TO - Yearly Performance Comparison


Correlation

The correlation between PAYG.TO and TLF.TO is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Apr 2, 2026

0.65

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Return for Risk

PAYG.TO vs. TLF.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PAYG.TO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


TLF.TO
TLF.TO Risk / Return Rank: 5353
Overall Rank
TLF.TO Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
TLF.TO Sortino Ratio Rank: 4545
Sortino Ratio Rank
TLF.TO Omega Ratio Rank: 5050
Omega Ratio Rank
TLF.TO Calmar Ratio Rank: 5959
Calmar Ratio Rank
TLF.TO Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PAYG.TO vs. TLF.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brompton Global Equity HighPay ETF (PAYG.TO) and Brompton Tech Leaders Income ETF (TLF.TO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PAYG.TOTLF.TODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

2.23

Martin ratioReturn relative to average drawdown

7.57

PAYG.TO vs. TLF.TO - Sharpe Ratio Comparison


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Drawdowns

PAYG.TO vs. TLF.TO - Drawdown Comparison

The maximum PAYG.TO drawdown since its inception was -7.38%, smaller than the maximum TLF.TO drawdown of -37.19%. Use the drawdown chart below to compare losses from any high point for PAYG.TO and TLF.TO.


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Drawdown Indicators


PAYG.TOTLF.TODifference

Max Drawdown

Largest peak-to-trough decline

-7.38%

-37.19%

+29.81%

Max Drawdown (1Y)

Largest decline over 1 year

-14.73%

Max Drawdown (3Y)

Largest decline over 3 years

-24.99%

Max Drawdown (5Y)

Largest decline over 5 years

-37.19%

Max Drawdown (10Y)

Largest decline over 10 years

-37.19%

Current Drawdown

Current decline from peak

-5.63%

-10.89%

+5.26%

Average Drawdown

Average peak-to-trough decline

-2.49%

-7.35%

+4.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.34%

Volatility

PAYG.TO vs. TLF.TO - Volatility Comparison


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Volatility by Period


PAYG.TOTLF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.70%

Volatility (6M)

Calculated over the trailing 6-month period

21.97%

Volatility (1Y)

Calculated over the trailing 1-year period

21.30%

24.65%

-3.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.30%

25.84%

-4.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.30%

24.22%

-2.92%

Dividends

PAYG.TO vs. TLF.TO - Dividend Comparison

PAYG.TO's dividend yield for the trailing twelve months is around 5.39%, less than TLF.TO's 5.66% yield.


PositionTTM20252024202320222021202020192018201720162015
PAYG.TO
Brompton Global Equity HighPay ETF
5.39%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TLF.TO
Brompton Tech Leaders Income ETF
5.66%5.90%5.86%5.31%6.97%3.40%3.49%4.64%6.05%5.94%7.67%7.63%

Frequently Asked Questions


PAYG.TO and TLF.TO have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PAYG.TO is categorized as Global Equity Income, while TLF.TO is Technology Equities.

Portfolio Optimizer

Find the right allocation for PAYG.TO and TLF.TO

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